Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/ia/paper-1/10d/b/solution

The upper bound follows immediately from convexity, since
For the lower bound, write
Applying convexity and rearranging gives
Choose a fixed with . Applying these bounds with and shows that the difference is trapped between quantities of order . Both tend to zero, so every convex function on an open interval is continuous.
Now suppose is a local minimum but some satisfies . For sufficiently small , the point lies in the neighbourhood on which is minimal, whereas convexity gives
a contradiction. Thus
Differentiability at the minimizer is unnecessary: is convex, has its global minimum at , and is not differentiable there.

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